Electronic Resource

Automatic trend estimation

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Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second part of the book contains several automatic algorithms for trend estimation and time series partitioning. The source codes of the computer programs implementing these original automatic algorithms are given in the appendix and will be freely available on the web. The book contains clear statement of the conditions and the approximations under which the algorithms work, as well as the proper interpretation of their results. We illustrate the functioning of the analyzed algorithms by processing time series from astrophysics, finance, biophysics, and paleoclimatology. The numerical experiment method extensively used in our book is already in common use in computational and statistical physics.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

E1816

Penerbit

Dordrecht, Netherland : Springer Dordrecht., 2012

Deskripsi Fisik

x, 131 hlm : il.

Bahasa

English

ISBN/ISSN

978-94-007-4825-5

Klasifikasi

NONE

Tipe Isi

text

Tipe Media

computer

Tipe Pembawa

online resource

Edisi

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Subjek

Teori Probabilitas dan Proses Stokastik
Sistem Kompleks
Fisika Numerik dan Komputasi

Info Detail Spesifik

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Pernyataan Tanggungjawab

C˘alin Vamos¸, Maria Cr˘aciun

Versi lain/terkait

Lampiran Berkas

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